+69.6%
PBR vs BHP
+65.8%
+3.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | +8.6% | -5.0% | +13.6% | +9.0% |
| 30D | +12.8% | +1.2% | +11.6% | +12.6% |
| 3M | +14.7% | +1.8% | +12.8% | +14.4% |
| 6M | +25.2% | +18.0% | +7.2% | +21.9% |
| YTD | +77.1% | +52.7% | +24.4% | +64.0% |
| 1Y | +69.6% | +66.0% | +3.6% | +54.9% |
| All | +69.6% | +65.8% | +3.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling